+82.3%
PL vs GPC
+30.9%
+51.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -9.3% | +1.2% | -10.5% | -9.7% |
| 30D | -18.9% | +6.0% | -24.9% | -20.8% |
| 3M | -58.4% | +42.6% | -101.0% | -64.8% |
| 6M | -30.3% | +22.8% | -53.1% | -37.1% |
| YTD | -8.1% | +15.5% | -23.6% | -16.6% |
| 1Y | +180.5% | +2.0% | +178.4% | +173.0% |
| 3Y | +444.1% | -1.4% | +445.6% | +417.7% |
| All | +82.3% | +30.9% | +51.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling